Eduard Babayan

Experience

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  New Service Technologies

  Feb 2009 - Aug 2010

  Project Manager (IT)

  Project management of creation of system of automatic monitoring of taxophones and their maintenance in Central Federal District of Russia.

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  Parexel

  Apr 2012 - Mar 2013

  Statistical Programmer I (CRO)

  Responsibilities:• Production of summary tables, data listings, figures and analysis datasets (using SAS) consistent with statistical analysis plan, sponsor standards and requirements. Performing both descriptive and inferential statistic reports. All production was intended for projects from Brystol Mayers Squibb, our main business customer.• Performing procedures for quality verification.• Writing specifications for analysis datasets.Achievements:• Processed and performed first time quality of more than 300 outputs (about 50 of them were unique) of various types in 3 different projects. Had improved many programs written earlier by myself or other programmers.• I comprehensively studied statistical programming in SAS Base/Macro/STAT/Graph. Had created many complicated programs that generate big number of outputs of several types with calculation of summary statistics: sum, mean, dispersion, quartiles with extensive use of macro functions and various procedures (proc report, proc means, proc transpose, etc); several programs that made calculations of different metrics of certain statistical model (most commonly logistic model) using SAS STAT; programs that generate many figures of the same type using SAS Graph procedures (proc gplot,greplay, goptions), SAS STAT (box plot procedure) and macro functions. In total, I’ve created many types of statistical reports by self-learning of syntax using SAS help and different articles in the internet. Show less

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  Renaissance Credit

  Jun 2013 - Jul 2014

  Responsibilities: • Production of new risk reports for business, portfolio, MIS, planning departments, top management. • Issue of regular risk reports, providing analytical support for users. • Performance of analytical tasks for various customers. Achievements: • Made a significant contribution in development of regular monthly, weekly and daily reports. Produced and performed quality verification of many risk reports (including first daily sales report), which represented various metrics of portfolio, business and future planning analysis. Also produced several data-oriented programs and performed data checks to assist Methodology Team. • Got knowledge about related risk measures of portfolio and business analysis. Got sense of related analytical tasks and took part in solving several of them. • Continued further practice programming on SAS, got new experience of making programs that work with datasets with big number of records (from 1 to 100 million) in optimal manner, making automatic email messages, data import/export. Having a wide knowledge and experience of programming in SAS, regularly consulted people about solving different tasks using SAS. Show less

  • Chief Analyst

    Apr 2014 - Jul 2014

  • Senior Analyst

    Jun 2013 - Mar 2014
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  Rosgosstrakh Bank

  Jul 2014 - Mar 2016

  Project Manager (Retail credit risks)

  • Development of PD applicational/behavioral models for retail credits, forecast of associated future risks.• Derivation of decline/anti-fraud rules based on information presented in application, borrower's credit history.• Development of approval, credit limits policy, forecast of associated approval rate, average limit, limit distribution, default rate.• Management of implementation of changes in risk policies in the front system of bank using JIRA. Formulation of tasks, testing and confirmation of completeness.• Solving of day-to-day risk management problems to improve risk performance.• Testing of outsource services of risk assesment, communication on the related issues.Achievements:• Revealed fraud scheme, which yeilded substantial losses (increase in about 1%-1,5% in default rate). Initiated actions to indentify such fraud on every day basis and pushed anti-fraud team to organize necessary procedures to prevent it.• Improved risk management rules both to to decrease default rate and to increase approval rate without getting notable loses. Improved algorithms of burrowers monthly payment assesment, pre-approved limits calculation.• I've got broad experience of solving various risk management problems for credit cards and annuities. Show less

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  VTB24

  Mar 2016 - Feb 2018

  Leading Portfolio Manager (Retail credit risks)

  Responsibilities:• Development and modification of approval, credit limits policies, a forecast of associated approval rate, average limit, limit distribution, default rate; preparation of the corresponding presentation of results. Improvement of approval policies to meet existing business goals without getting an undesired loss. Prediction of the business plan from the risk, approval perspective. Analysis of month issues and pd.• Harmonization and assessment of new business initiatives in the scope of business, financial and risk performance. Verification of prerequisites and resulting ROA, NL. Deliberation of potential negative and positive business results.• A full cycle of validation of PD applicational, behavioral scoring models according to existing internal standards of the Bank and Basel II.• Regular issues: the issue of monthly portfolio report; examination of weekly approval performance, monthly risk and business performance, monthly scoring model performance; verification of forecasted risk profile of actual month, past quarters; communication and support of colleagues on common issues, meetings. In the absence of the head of the department, I fulfill his responsibilities.Achievements:• Made the solid contribution in the formulation of upcoming changes in risk policies of mortgage credit process, proposed plenty ideas on the solving of various problems providing both analytical and expertise role. Show less

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  DOM.RF Bank / Банк ДОМ.РФ

  Feb 2018 - Jan 2020

  Head of direction (Retail credit risks)

  Responsibilities:• Development, presentation, management of integration, testing, support of decision making rules for credit applications in auto-approval/ auto-decline/ limit policies. Approximately 55% of time I devoted solving tasks for mortgage products, 40% for cash, and 5% for credit cards. Development of rules was often tied with usage of external services such as information from bureau of credit histories, telecom companies, anti-fraud bases, sms aggregators. • Prediction of risk measures, approval rate, limit distribution, profitability of new and existing risk policies for the purposes of system integration, prediction of reserves, business planning, KPI evaluation.• Recruiting and management of risk analysts and reporting analysts. Teamwork with risk technologists, scoring analysts, data analysts, financial analysts. • Support of mortgage and cash portfolios, management of risk reporting groupAchievements:• Made a significant impact and contribution in creation, support and modification of complex system of auto-approval/ auto-decline policies of mortgage and cash credits from early stages of its creation. Performed both the roles of manager and analyst. Show less

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  DOM.RF Bank / Банк ДОМ.РФ

  Sept 2020 - now

  Head of direction (Retail credit risks)